Metainfo.txt

Name of Quantlet: PAC_CV_GCV

Published in: Metis

Description: 'Fitting the bandwidth of Nadaraya-Watson estimator to simulated data on an interval using cross-validation and generalised cross-validation in R and Python'

Keywords: smoothing, Nadaraya-Watson, cross-validation, generalised cross-validation, empirical error

Author: Anna Shchekina, Lili Matic, Wolfgang Karl Härdle

See also: QID-2142-SPMsimulmase

Submitted: 2021-05-17